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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BioMarin Pharmaceutical Inc. (BMRN) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.4
Avg Daily Volume: 1,710,794    Market Cap: 15.91B
Sector: Healthcare    Short Interest: 1.96
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 24, 2024 AC 2.2 $91.20 @$90.00 $7.25
($91.20)
8.06% -11.18% O -9.9% O $82.17 $8.52
( $82.17 )
17.52%
Feb. 22, 2024 AC 2.4 $89.97 @$90.00 $7.60
($89.97)
8.44% 4.64% I 1.41% I $91.24 $5.10
( $91.24 )
-32.89%
Nov. 1, 2023 AC 2.2 $84.01 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 AC 2.2 $87.93 @$90.00
April 26, 2023 AC 2.4 $93.00 @$95.00
Feb. 27, 2023 AC 2.4 $103.24 @$105.00
Oct. 26, 2022 AC 2.2 $92.10 @$90.00
Aug. 3, 2022 AC 2.1 $88.40 @$90.00
April 27, 2022 AC 2.1 $80.31 @$80.00
Feb. 23, 2022 AC 1.8 $82.52 @$85.00

 
 
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